CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	0.7214	0.7223	0.0009	0.1%	0.7301
High	0.7229	0.7284	0.0055	0.8%	0.7326
Low	0.7199	0.7222	0.0024	0.3%	0.7209
Close	0.7209	0.7276	0.0067	0.9%	0.7210
Range	0.0031	0.0062	0.0032	103.3%	0.0117
ATR	0.0040	0.0043	0.0003	6.3%	0.0000
Volume	95,459	90,360	-5,099	-5.3%	439,301

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7447	0.7423	0.7310
R3	0.7385	0.7361	0.7293
R2	0.7323	0.7323	0.7287
R1	0.7299	0.7299	0.7281	0.7311
PP	0.7261	0.7261	0.7261	0.7266
S1	0.7237	0.7237	0.7270	0.7249
S2	0.7199	0.7199	0.7264
S3	0.7137	0.7175	0.7258
S4	0.7075	0.7113	0.7241

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7520	0.7274
R3	0.7481	0.7404	0.7242
R2	0.7365	0.7365	0.7231
R1	0.7287	0.7287	0.7221	0.7268
PP	0.7248	0.7248	0.7248	0.7238
S1	0.7171	0.7171	0.7199	0.7151
S2	0.7132	0.7132	0.7189
S3	0.7015	0.7054	0.7178
S4	0.6899	0.6938	0.7146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7284	0.7199	0.0086	1.2%	0.0042	0.6%	90%	True	False	82,606
10	0.7326	0.7199	0.0127	1.7%	0.0040	0.6%	61%	False	False	85,573
20	0.7377	0.7199	0.0178	2.4%	0.0041	0.6%	43%	False	False	83,620
40	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	27%	False	False	85,624
60	0.7489	0.7199	0.0291	4.0%	0.0039	0.5%	27%	False	False	57,367
80	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	17%	False	False	43,070
100	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	17%	False	False	34,495
120	0.7652	0.7199	0.0454	6.2%	0.0035	0.5%	17%	False	False	28,758

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7446
1.618	0.7384
1.000	0.7346
0.618	0.7322
HIGH	0.7284
0.618	0.7260
0.500	0.7253
0.382	0.7246
LOW	0.7222
0.618	0.7184
1.000	0.7160
1.618	0.7122
2.618	0.7060
4.250	0.6959

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	0.7268	0.7264
PP	0.7261	0.7253
S1	0.7253	0.7241

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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